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Enhancing Financial Portfolio Robustness with an Objective Based on ϵ-Neighborhoods.

Francisco LunaDavid QuintanaSandra García-RodríguezPedro Isasi
Published in: Int. J. Inf. Technol. Decis. Mak. (2016)
Keyphrases
  • portfolio optimization
  • portfolio management
  • decision making
  • learning algorithm
  • databases
  • real world
  • information retrieval
  • social networks
  • long term
  • stock price
  • transaction costs
  • investment decisions